Anic Equity¶

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Total return since start: 0.586 %¶

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Equity now: -----------------------------> 48450.28 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46248.1 Kr¶

PnL: ---------------------------------------> -1974.15 Kr¶

DD now: ---------------------------------> -6.956 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:18:27.003473'

Anic Portfolio¶

This Week¶

Return: -0.05 %¶

Total¶

Return: 58.603 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.020000 830.250000 132.250000 18.950000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.070000 710.790000 24.790000 3.610000 686.000016
MEKO 13 -1.630000 1569.100000 15.100000 0.970000 1554.000006
Tietoevry 2 -1.690000 650.400000 12.400000 1.940000 638.000000
Vitec Software Group B 1 -1.850000 494.200000 9.200000 1.900000 485.000000
G5 Entertainment 3 -0.160000 573.900000 1.900000 0.330000 572.000001
Mycronic 3 -2.790000 649.200000 -2.800000 -0.430000 651.999999
SKF A 3 -4.250000 587.400000 -5.600000 -0.940000 593.000001
SKF B 3 -4.390000 587.700000 -8.300000 -1.390000 596.000001
ASSA ABLOY B 2 -1.180000 504.600000 -9.400000 -1.830000 514.000000
Embracer Group B 14 -4.340000 679.560000 -9.440000 -1.370000 689.000004
Addnode Group B 6 -2.610000 695.400000 -13.600000 -1.920000 709.000002
Avanza Bank Holding 2 -3.590000 493.800000 -17.200000 -3.370000 511.000000
Husqvarna A 7 -3.210000 612.500000 -20.500000 -3.240000 632.999997
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
Husqvarna B 7 -3.670000 609.980000 -30.020000 -4.690000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Collector Bank 29 -6.040000 1194.510000 -39.490000 -3.200000 1233.999996
Lagercrantz Group B 5 -1.990000 567.500000 -39.500000 -6.510000 607.000000
Swedbank A 3 -3.220000 577.950000 -40.050000 -6.480000 618.000000
Arion Banki SDB 61 -2.190000 655.140000 -41.860000 -6.010000 697.000030
Nordea Bank Abp 30 -3.590000 3717.000000 -46.000000 -1.220000 3762.999990
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -2.560000 471.200000 -57.800000 -10.930000 529.000000
Dustin Group 18 -4.950000 608.760000 -61.240000 -9.140000 669.999996
Fastighetsbolaget Emilshus B 23 17.050000 632.390000 -62.610000 -9.010000 694.999993
AFRY 3 -3.140000 517.500000 -77.500000 -13.030000 594.999999
Viaplay Group B 4 -6.180000 940.800000 -96.200000 -9.280000 1037.000000
RVRC Holding 17 -3.530000 548.080000 -134.920000 -19.750000 683.000007
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.160000 696.300000 -296.700000 -29.880000 992.999997
Camurus 16 -2.790000 3561.600000 -576.400000 -13.930000 4138.000000
TOTAL 46244.290000 -1977.960000 -6.96219% 48222.250041

Updated:¶

'2023-03-13 15:17:55.124439'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶